<p>
  Although this strategy passes several of the 
  <a href="https://www.quantconnect.com/competitions/quant-league-7#rules">metrics</a> required for Alpha Streams 
  and the Quant League competition, it requires further work to pass the following requirements:
</p>

<ul>
  <li>Profitable</li>
  <li>PSR >= 80%</li>
  <li>Max drawdown duration <= 6 months</li>
  <li>Insights contain the following properties: Symbol, Duration, Direction, and Weight</li>
  <li>Minute or second data resolution</li>
</ul>